IMHO the best starting points for Black Library are -
40K:
Storm of Iron by Graham McNeil
Daemonworld by Ben Counter
The Founding Trilogy by Dan Abnett (Gaunts Ghosts series, books 1-3)
Fantasy:
Gotrek & Felix, Volume 1
Riders of the Dead by Dan Abnett
on a fantasy note, I hear The Ambassador series was very good as well.
I have to say I was rather disappointed with Brothers of the Snake. Granted, it was good in places and it was nice to see Dark Eldar getting a return to the pages of Black Library as a villain (a first since Graham McNeils' Nightbringer I believe), even if they were a bit flimsy depth-wise. But am I the only person who found chapter 2 to simply be the most terrible bit of Abnett they have ever come across?